+77.4%
HYHG vs VT
+229.8%
-152.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | +1.6% | +3.2% | -1.5% | +0.4% |
| 6M | +4.9% | +12.5% | -7.6% | +0.2% |
| YTD | +5.3% | +14.1% | -8.7% | 0.0% |
| 1Y | +7.5% | +18.9% | -11.4% | +0.4% |
| 3Y | +28.7% | +74.1% | -45.3% | +3.3% |
| 5Y | +41.3% | +66.9% | -25.6% | +14.2% |
| All | +77.4% | +229.8% | -152.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling